IpGradientScaling.hpp

Go to the documentation of this file.

// Copyright (C) 2005, 2009 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// Authors:  Carl Laird, Andreas Waechter     IBM    2005-07-13
 
#ifndef __IPGRADIENTSCALING_HPP__
#define __IPGRADIENTSCALING_HPP__
 
#include "IpNLPScaling.hpp"
#include "IpNLP.hpp"
 
namespace Ipopt
{
 
class GradientScaling: public StandardScalingBase
{
public:
   GradientScaling(
      const SmartPtr<NLP>& nlp
   )
      : StandardScalingBase(),
        nlp_(nlp)
   {
   }
 
   virtual ~GradientScaling()
   { }
 
   static void RegisterOptions(
      const SmartPtr<RegisteredOptions>& roptions
   );
 
protected:
   bool InitializeImpl(
      const OptionsList& options,
      const std::string& prefix
   );
 
   virtual void DetermineScalingParametersImpl(
      const SmartPtr<const VectorSpace>    x_space,
      const SmartPtr<const VectorSpace>    c_space,
      const SmartPtr<const VectorSpace>    d_space,
      const SmartPtr<const MatrixSpace>    jac_c_space,
      const SmartPtr<const MatrixSpace>    jac_d_space,
      const SmartPtr<const SymMatrixSpace> h_space,
      const Matrix&                        Px_L,
      const Vector&                        x_L,
      const Matrix&                        Px_U,
      const Vector&                        x_U,
      Number&                              df,
      SmartPtr<Vector>&                    dx,
      SmartPtr<Vector>&                    dc,
      SmartPtr<Vector>&                    dd
   );
 
private:
 
 
   GradientScaling(
      const GradientScaling&
   );
 
   void operator=(
      const GradientScaling&
   );
 
   SmartPtr<NLP> nlp_;
 
   Number scaling_max_gradient_;
 
   Number scaling_obj_target_gradient_;
 
   Number scaling_constr_target_gradient_;
 
   Number scaling_min_value_;
};
 
} // namespace Ipopt
 
#endif